+214.2%
ARM vs APTV
-61.9%
+276.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.1% |
| 7D | +19.8% | -5.0% | +24.8% | +22.5% |
| 30D | -21.8% | -12.3% | -9.5% | -17.2% |
| 3M | -26.5% | -19.9% | -6.6% | -19.2% |
| 6M | -3.9% | -29.4% | +25.5% | +10.0% |
| YTD | +82.8% | -49.0% | +131.8% | +141.7% |
| 1Y | +34.3% | -53.1% | +87.4% | +85.1% |
| 3Y | +282.2% | -48.9% | +331.1% | +382.4% |
| All | +214.2% | -61.9% | +276.1% | +364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling